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STVN vs. IAU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STVN vs. IAU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stevanato Group S.p.A. (STVN) and iShares Gold Trust (IAU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STVN achieves a -7.90% return, which is significantly lower than IAU's 3.83% return.


STVN

1D
-1.38%
1M
4.16%
YTD
-7.90%
6M
-20.68%
1Y
-14.72%
3Y*
-13.14%
5Y*
10Y*

IAU

1D
0.83%
1M
-1.65%
YTD
3.83%
6M
6.31%
1Y
32.47%
3Y*
31.39%
5Y*
18.52%
10Y*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

STVN vs. IAU - Yearly Performance Comparison


2026 (YTD)20252024202320222021
STVN
Stevanato Group S.p.A.
-7.90%-7.41%-19.92%52.18%-19.66%14.13%
IAU
iShares Gold Trust
3.83%63.95%26.85%12.84%-0.63%0.96%

Correlation

The correlation between STVN and IAU is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2021

0.06

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Return for Risk

STVN vs. IAU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

STVN
STVN Risk / Return Rank: 3030
Overall Rank
STVN Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
STVN Sortino Ratio Rank: 2828
Sortino Ratio Rank
STVN Omega Ratio Rank: 2828
Omega Ratio Rank
STVN Calmar Ratio Rank: 3232
Calmar Ratio Rank
STVN Martin Ratio Rank: 3232
Martin Ratio Rank

IAU
IAU Risk / Return Rank: 3434
Overall Rank
IAU Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 3232
Sortino Ratio Rank
IAU Omega Ratio Rank: 3939
Omega Ratio Rank
IAU Calmar Ratio Rank: 3535
Calmar Ratio Rank
IAU Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

STVN vs. IAU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stevanato Group S.p.A. (STVN) and iShares Gold Trust (IAU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


STVNIAUDifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.74

Omega ratioGain probability vs. loss probability

0.99

1.25

-0.26

Calmar ratioReturn relative to maximum drawdown

-0.28

1.70

-1.99

Martin ratioReturn relative to average drawdown

-0.51

4.18

-4.69

STVN vs. IAU - Sharpe Ratio Comparison

The current STVN Sharpe Ratio is -0.30, which is lower than the IAU Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of STVN and IAU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


STVNIAUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.30

1.24

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.63

-0.64

Drawdowns

STVN vs. IAU - Drawdown Comparison

The maximum STVN drawdown since its inception was -61.94%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for STVN and IAU.


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Drawdown Indicators


STVNIAUDifference

Max Drawdown

Largest peak-to-trough decline

-61.94%

-45.14%

-16.80%

Max Drawdown (1Y)

Largest decline over 1 year

-51.95%

-19.18%

-32.77%

Max Drawdown (3Y)

Largest decline over 3 years

-61.94%

-19.18%

-42.76%

Max Drawdown (5Y)

Largest decline over 5 years

-20.93%

Max Drawdown (10Y)

Largest decline over 10 years

-21.82%

Current Drawdown

Current decline from peak

-47.49%

-17.02%

-30.47%

Average Drawdown

Average peak-to-trough decline

-31.09%

-15.96%

-15.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.88%

7.79%

+21.09%

Volatility

STVN vs. IAU - Volatility Comparison

Stevanato Group S.p.A. (STVN) has a higher volatility of 9.47% compared to iShares Gold Trust (IAU) at 5.50%. This indicates that STVN's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


STVNIAUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

5.50%

+3.97%

Volatility (6M)

Calculated over the trailing 6-month period

36.68%

23.03%

+13.65%

Volatility (1Y)

Calculated over the trailing 1-year period

49.92%

26.41%

+23.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.35%

17.94%

+32.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.35%

15.90%

+34.45%

Dividends

STVN vs. IAU - Dividend Comparison

STVN's dividend yield for the trailing twelve months is around 0.33%, while IAU has not paid dividends to shareholders.


PositionTTM2025202420232022
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%
STVN
Stevanato Group S.p.A.
0.33%0.31%0.27%0.21%0.30%

Frequently Asked Questions


STVN and IAU have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STVN has higher volatility (9.47%) compared to IAU (5.50%). In terms of maximum drawdown, STVN dropped -61.94% vs IAU's -45.14%.

IAU currently has the higher Sharpe Ratio (1.24 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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